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Thursday, December 17, 2009, 11:24PM ET - U.S. Markets Closed. Dow  1.27% Nasdaq  1.22%

ICM Small Company (ICSCX)

On Dec 17: 24.05   0.23 (0.95%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 20.70% Worst 1 Yr Total Return (2008): -35.11% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ICSCX Category Alpha (against Standard Index) 3.57 -0.48 Beta (against Standard Index) 1.29 1.16 Mean Annual Return -5.84 -0.45 R-squared (against Standard Index) 87 86.39 Standard Deviation 27.50 24.75 Sharpe Ratio -0.16 N/A Treynor Ratio -6.28 N/A 5 Years Statistic ICSCX Category Alpha (against Standard Index) 2.45 0.00 Beta (against Standard Index) 1.31 1.17 Mean Annual Return 1.60 0.16 R-squared (against Standard Index) 85 83.41 Standard Deviation 22.65 20.64 Sharpe Ratio 0.06 N/A Treynor Ratio -1.07 N/A 10 Years Statistic ICSCX Category Alpha (against Standard Index) 9.80 7.16 Beta (against Standard Index) 0.98 1.00 Mean Annual Return 9.06 0.66 R-squared (against Standard Index) 68 64.42 Standard Deviation 19.28 20.26 Sharpe Ratio 0.40 N/A Treynor Ratio 6.26 N/A
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